+1,117.4%
XLI vs GEN
+3,300.1%
-2,182.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.8% |
| 7D | -1.1% | -1.2% | +0.1% | -0.8% |
| 30D | -5.9% | +10.1% | -16.1% | -7.8% |
| 3M | -0.3% | +16.1% | -16.3% | -3.5% |
| 6M | +0.1% | +38.9% | -38.7% | -7.0% |
| YTD | +13.6% | +14.4% | -0.9% | +9.3% |
| 1Y | +17.2% | +5.9% | +11.3% | +14.4% |
| 3Y | +68.2% | +58.8% | +9.4% | +50.0% |
| 5Y | +80.7% | +24.7% | +56.1% | +66.5% |
| 10Y | +253.3% | +163.1% | +90.2% | +167.9% |
| All | +1,117.4% | +3,300.1% | -2,182.6% | +499.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling